[3] Power Track Protocol: Reverse Engineering the Market Manipulation in GME
TL;DR: Power Tracks don’t fire randomly—they show up when the market is easiest to steer. They appear in calm, low-volatility regimes (often after chaos flips to positive gamma), at low-liquidity windows (premarket ~ 8:00 AM , lunch, after-hours), and around cycle resets (Mondays, post-OPEX, month/quarter starts). A meta-algorithm seems to toggle the market between states — Organic → Transitional → Scripted —deploying tracks only when control is feasible. Heavy tracks often coincide with short-pressure moments (borrow spikes, FTD cycles), hinting at market-maker/short-aligned motives : suppress squeezes, guide price to strikes, and harvest options.
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